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For purposes of maximum portfolio diversification, which of the following would provide the greatest diversification? A) Security A with a correlation coefficient of -0.01 B)

For purposes of maximum portfolio diversification, which of the following would provide the greatest diversification?

A) Security A with a correlation coefficient of -0.01

B) Security B with a correlation coefficient of 0.0

C) Security C with a correlation coefficient of -0.50

D) Security D with a correlation coefficient of 0.50

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